Are you talking about the extension at https://chrome.google.com/webstore/detail/mcafee®-webadvisor/fheoggkfdfchfphceeifdbepaooicaho?
If so, I see https://www.mcafee.com/support/s/article/000001761?language=en_US.
With that said, if the extension needs to communicate with the actual McAfee program, that communication will only work if McAfee allows communication from Opera. If it only allows communication from Edge and Chrome for example, it won't work in Opera and McAfee has a history or not supporting Opera. I don't know that their current supported browser list is though.